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18M6.DE vs. UPRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 18M6.DE and UPRO is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

18M6.DE vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi ETF MSCI Europe Healthcare UCITS ETF EUR (C) (18M6.DE) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
226.04%
3,280.26%
18M6.DE
UPRO

Key characteristics

Returns By Period


18M6.DE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

UPRO

YTD

68.34%

1M

-1.81%

6M

19.15%

1Y

69.73%

5Y*

21.94%

10Y*

23.70%

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18M6.DE vs. UPRO - Expense Ratio Comparison

18M6.DE has a 0.25% expense ratio, which is lower than UPRO's 0.92% expense ratio.


UPRO
ProShares UltraPro S&P 500
Expense ratio chart for UPRO: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%
Expense ratio chart for 18M6.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

18M6.DE vs. UPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Europe Healthcare UCITS ETF EUR (C) (18M6.DE) and ProShares UltraPro S&P 500 (UPRO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for 18M6.DE, currently valued at 1.40, compared to the broader market0.002.004.001.401.82
The chart of Sortino ratio for 18M6.DE, currently valued at 2.24, compared to the broader market-2.000.002.004.006.008.0010.002.242.27
The chart of Omega ratio for 18M6.DE, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.31
The chart of Calmar ratio for 18M6.DE, currently valued at 1.87, compared to the broader market0.005.0010.0015.001.872.10
The chart of Martin ratio for 18M6.DE, currently valued at 7.52, compared to the broader market0.0020.0040.0060.0080.00100.007.5210.97
18M6.DE
UPRO


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.40
1.82
18M6.DE
UPRO

Dividends

18M6.DE vs. UPRO - Dividend Comparison

18M6.DE has not paid dividends to shareholders, while UPRO's dividend yield for the trailing twelve months is around 0.62%.


TTM20232022202120202019201820172016201520142013
18M6.DE
Amundi ETF MSCI Europe Healthcare UCITS ETF EUR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
0.62%0.74%0.52%0.06%0.11%0.53%0.63%0.00%0.12%0.34%0.22%0.07%

Drawdowns

18M6.DE vs. UPRO - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-8.04%
18M6.DE
UPRO

Volatility

18M6.DE vs. UPRO - Volatility Comparison

The current volatility for Amundi ETF MSCI Europe Healthcare UCITS ETF EUR (C) (18M6.DE) is 0.00%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 11.50%. This indicates that 18M6.DE experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember0
11.50%
18M6.DE
UPRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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